+2,587.6%
AXTI vs WULF
+830.0%
+1,757.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | +5.1% | +1.4% | +3.7% | +4.9% |
| 30D | -17.5% | -2.6% | -14.8% | -16.6% |
| 3M | -26.7% | -34.0% | +7.3% | -18.8% |
| 6M | +36.8% | +10.0% | +26.8% | +37.3% |
| YTD | +296.1% | +45.7% | +250.5% | +275.6% |
| 1Y | +1,810.6% | +57.3% | +1,753.3% | +1,671.1% |
| 3Y | +2,587.6% | +878.9% | +1,708.6% | +1,560.5% |
| All | +2,587.6% | +830.0% | +1,757.6% | +1,560.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WULF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling